+15.7%
BABA vs PNR
+109.3%
-93.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.3% |
| 30D | -7.8% | +33.4% | -41.1% | -16.9% |
| 3M | -22.4% | +4.9% | -27.2% | -24.1% |
| 6M | -26.0% | -8.5% | -17.5% | -25.1% |
| YTD | -29.3% | -32.1% | +2.9% | -20.3% |
| 1Y | -37.5% | -35.0% | -2.5% | -28.5% |
| 3Y | +31.9% | +17.6% | +14.3% | +17.6% |
| 5Y | -33.4% | +0.9% | -34.3% | -39.4% |
| 10Y | +15.7% | +101.4% | -85.7% | -22.0% |
| All | +15.7% | +109.3% | -93.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling